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Multivariate Verteilung
59
Multivariate distribution
59
Volatility
47
Volatilität
47
Oil price
44
Ölpreis
44
ARCH model
31
ARCH-Modell
31
Welt
26
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26
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24
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24
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20
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20
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Aktienmarkt
13
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Hedging
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Multivariate GARCH
13
Risikomanagement
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13
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13
Spillover-Effekt
13
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13
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13
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106
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Hammoudeh, Shawkat
8
Reboredo, Juan Carlos
6
Mensi, Walid
5
Nguyen, Duc Khuong
5
Yoon, Seong-min
5
Ji, Qiang
4
Tiwari, Aviral Kumar
4
Uddin, Mohammed Gazi Salah
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Aloui, Riadh
3
Bouri, Elie
3
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2
Bai, Xiwen
2
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2
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2
Fan, Ying
2
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2
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2
Hasanov, Akram Shavkatovich
2
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Leatham, David J.
2
Manner, Hans
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Power, Gabriel J.
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1
Abdelradi, Fadi
1
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1
Alola, Andrew Adewale
1
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Energy economics
Insurance / Mathematics & economics
157
Journal of econometrics
125
European journal of operational research : EJOR
112
Journal of Multivariate Analysis
110
Applied economics
94
MPRA Paper
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Discussion paper / Tinbergen Institute
72
Economic modelling
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Risks : open access journal
63
International journal of forecasting
62
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62
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60
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57
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55
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54
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53
Psychometrika
51
International review of financial analysis
50
The North American journal of economics and finance : a journal of financial economics studies
50
SFB 649 discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Journal of risk and financial management : JRFM
47
IZA Discussion Papers
42
Journal of forecasting
42
Computational Statistics & Data Analysis
41
Journal of the American Statistical Association : JASA
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Statistics & Probability Letters
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Research in international business and finance
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SFB 649 Discussion Paper
38
International journal of economics and financial issues : IJEFI
37
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36
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36
Applied economics letters
35
Europäische Hochschulschriften / 5
35
Discussion paper / Center for Economic Research, Tilburg University
34
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ECONIS (ZBW)
106
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106
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1
From point forecasts to
multivariate
probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting
Grothe, Oliver
;
Kächele, Fabian
;
Krüger, Fabian
- In:
Energy economics
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014283270
Saved in:
2
Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme
Jiang, Ping
;
Nie, Ying
;
Wang, Jianzhou
;
Huang, Xiaojia
- In:
Energy economics
117
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014436651
Saved in:
3
Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective
Ji, Hao
;
Naeem, Muhammad
;
Zhang, Jing
;
Tiwari, Aviral Kumar
- In:
Energy economics
136
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015046908
Saved in:
4
Clean energy market connectedness and investment strategies : new evidence from DCC-GARCH R2 decomposed connectedness measures
Cocca, Teodoro D.
;
Gabauer, David
;
Pomberger, Stefan
- In:
Energy economics
136
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015046913
Saved in:
5
The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Martiradonna, Monica
;
Romagnoli, Silvia
;
Santini, Amia
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284561
Saved in:
6
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema
;
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
- In:
Energy economics
125
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
Saved in:
7
Who's afraid of a Texas hedge?
Power, Gabriel J.
;
Vedenov, Dmitrij V.
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489962
Saved in:
8
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
9
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated
multivariate
GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
10
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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